Optimal Stopping Rules
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Publication:5423976
DOI10.1007/978-3-540-74011-7zbMATH Open1138.60008OpenAlexW2491514954MaRDI QIDQ5423976FDOQ5423976
Authors: Albert N. Shiryaev 
Publication date: 1 November 2007
Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-74011-7
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Markov processfree-boundary problemoptimal stopping problemsequential testing and quickest disorder detection problems
Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Free boundary problems for PDEs (35R35) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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